Try the Screenshot application included with 12.04
Open the Dash and type screenshot
With this application you can set a delay, by adjusting the value in the "Grab after a delay of" box, before it will automatically take a screenshot allowing you to open the menu you want a picture of.
This method allows you to make a screenshot using VLC, which is a very common program. To install VLC, use sudo apt-get install vlc
Start up VLC and open your video
Make the video fullscreen ( double click the video or press F11 )
Go to the time or frame where you would like your screenshot and press pause (this isn't really necessary since VLC can take snapshots on the fly, but this will help you get an exact frame)
Right click anywhere on the video, and go to Video -> Take Snapshot
Your video will be saved in the default snapshot directory ~/Pictures/ as xxxx-xx-xx-xxhxxmxxs.png (the directory to save screenshots can be changed by going to Tools -> Preferences -> Video -> Video Snapshots and changing the directory setting.
Using Scrot
This method isn't as elegant as the one above, but it will work with most video players.
Scrot isn't installed by default, so you may have to use sudo apt-get install scrot.
Now, this method can be quite annoying to use, so let's bind it to a shortcut.
Open System Settings (This can be found in the dash.
In the Hardware section, go to Keyboard -> Shortcuts -> Shortcuts
Now click the plus "+" button, and give your new command a name (e.g. "Screenshot"), and for the command type in scrot -e 'mv $f /your/pictures' (As always, change the directory to your liking)
Now click on where it says "Disabled" next to your command, and the text should change to "New accelerator...", enter your new keystroke in.
(Optional) If you want to remove the existing keystrokes for PrintScreen, you can click on the left side where it says "Screenshots" and remove each key-binding manually.
You can look scrot's documentation for more powerful features. man scrot
Best Answer
Just press the Print Screen key.
You may find the Pictures in your Home Picture folder, this will normally work with any operative system.